+76.6%
PEP vs CAG
-36.5%
+113.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.1% |
| 7D | +0.1% | -5.3% | +5.4% | +1.9% |
| 30D | +0.7% | +1.0% | -0.3% | +0.3% |
| 3M | -0.5% | +17.4% | -17.9% | -6.0% |
| 6M | -11.3% | -16.8% | +5.5% | -6.2% |
| YTD | -0.6% | -6.8% | +6.2% | +1.1% |
| 1Y | +1.7% | -15.4% | +17.0% | +6.6% |
| 3Y | -12.5% | -37.1% | +24.6% | +0.4% |
| 5Y | +3.9% | -41.3% | +45.1% | +21.3% |
| 10Y | +76.6% | -35.5% | +112.0% | +97.0% |
| All | +76.6% | -36.5% | +113.1% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling